Disappointment aversion premium principle (Q4563754)
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scientific article; zbMATH DE number 6880315
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Disappointment aversion premium principle |
scientific article; zbMATH DE number 6880315 |
Statements
DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE (English)
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4 June 2018
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disappointment aversion theory
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equivalent utility premium principle
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generalized Arrow-Pratt approximation
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explicit representations
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capital reserve regulatory requirement
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0.8200535178184509
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0.7822287082672119
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0.7809178829193115
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0.7796818017959595
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0.7730769515037537
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